Hello masonb2,
Thank you for contributing to the Microsoft Answers forums. In normal circumstances, when you take a picture or record a video on your phone, that picture or video will automatically be copied to your computer the next time you sync with the Zune software. To find the pictures in the Zune software collection follow the steps in the section To find pictures and videos synced from your phone to your PC here: http://www.microsoft.com/windowsphone/en-US/howto/wp7/music/sync-files-with-my-phone.aspx.
If the pictures are not synced automatically then please connect the phone to the Zune software, click on the phone tab that appears once the phone is recognized, then click on images, select the photos, right click on them and select Copy to my collection. You can follow the same steps for all the media types.
Regards,
Sergio P.